Anic Equity¶

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Total return since start: 0.626 %¶

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Equity now: -----------------------------> 49672.55 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43652.38 Kr¶

PnL: ---------------------------------------> -1223.2 Kr¶

DD now: ---------------------------------> -6.491 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:42:14.104559'

Anic Portfolio¶

Today¶

Return: 0.192 %¶

This Week¶

Return: -2.126 %¶

Total portfolio value¶

Return including deposits: 62.615 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.480000 1535.810000 112.810000 7.930000 1423.000014
Nederman Holding 1 -0.950000 209.000000 10.000000 5.030000 199.000000
Hennes & Mauritz B 6 -0.870000 917.040000 5.040000 0.550000 912.000000
Atrium Ljungberg B 5 1.010000 903.000000 -1.000000 -0.110000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
INVISIO 15 0.420000 3570.000000 -2.000000 -0.060000 3571.999995
ASSA ABLOY B 4 0.160000 990.400000 -2.600000 -0.260000 993.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
BioGaia B 8 2.090000 898.400000 -5.600000 -0.620000 904.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
AcadeMedia 20 -0.660000 963.600000 -14.400000 -1.470000 978.000000
Bufab 3 0.170000 1061.400000 -14.600000 -1.360000 1076.000001
Gränges 10 0.590000 1024.000000 -15.000000 -1.440000 1039.000000
OX2 12 -1.460000 893.400000 -15.600000 -1.720000 909.000000
Biotage 1 -6.340000 133.000000 -16.000000 -10.740000 149.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
Hexatronic Group 15 0.690000 1051.800000 -19.200000 -1.790000 1071.000000
Vitec Software Group B 2 -2.080000 1082.000000 -22.000000 -1.990000 1104.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Latour B 4 -2.030000 830.800000 -25.200000 -2.940000 856.000000
Addnode Group B 7 -1.030000 878.500000 -26.500000 -2.930000 904.999998
Investor B 3 -1.060000 630.900000 -27.100000 -4.120000 657.999999
Sandvik 4 0.290000 820.800000 -27.200000 -3.210000 848.000000
Alimak Group 12 0.620000 978.000000 -29.000000 -2.880000 1007.000004
Hoist Finance 36 0.930000 981.000000 -30.000000 -2.970000 1010.999988
SKF B 5 -0.160000 947.000000 -33.000000 -3.370000 980.000000
Byggmax Group 33 -0.280000 933.240000 -33.760000 -3.490000 966.999990
Sagax B 4 -2.210000 848.800000 -36.200000 -4.090000 885.000000
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
EQT 4 -2.500000 828.000000 -45.000000 -5.150000 873.000000
Catena 2 0.500000 760.200000 -45.800000 -5.680000 806.000000
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -48.600000 -5.110000 951.000000
Orrön Energy 170 -2.810000 1996.650000 -49.350000 -2.410000 2045.999980
HEXPOL B 8 -5.440000 890.400000 -66.600000 -6.960000 957.000000
Hexagon B 26 -1.310000 3339.700000 -80.300000 -2.350000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.650000 2581.680000 -401.900000 -13.470000 2983.577733
TOTAL 43652.380000 -1223.200000 -6.49054% 44875.578016

Updated:¶

'2023-06-21 16:42:31.054950'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶